Quantitative Developer job New York New York
Quantitative Developer  job New York New York
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Quantitative Developer Job



Employer Name: RiskVal Financial Solutions LLC. SpiderID: 8333431
Location: New York, New York Date Posted: 1/14/2019
Wage: Category: Computer Software/Programming
Job Code: PLNY2018
Number Of Openings: 1

Job Description:
Quantitative Developer (New York, NY) needed to build and enhance pricing models for fixed income securities. Implement financial mathematics theorems and models in trading strategies analysis. Construct multiple pricing curves and configuration from market data. Develop analysis tools, including VaR, scenario analysis and stress test analysis, for portfolio management. Design and implement risk attribution and bucketing model for VaR calculation process. Design and implement pricing and valuation engines. Address and improve existing model and tool limitation.

Req. Masterís degree in mathematics of finance or finance engineering; one year experience in quantitative finance. Skills in using Stochastic Calculus, Time Series Analysis, Linear Regression, machine learning, Java, VBA, Matlab, R, and SQL.



Job Requirements:
Req. Masterís degree in mathematics of finance or finance engineering; one year experience in quantitative finance. Skills in using Stochastic Calculus, Time Series Analysis, Linear Regression, machine learning, Java, VBA, Matlab, R, and SQL.

Send resume to RiskVal Financial Solutions LLC., 131 W. 33rd Street, 5th Floor, New York, NY 10001. Must refer to Job# PLNY2018.


Job Criteria:
Start Date:
Position Type: Full-Time Permanent
Years of Experience Required: 1
Education Required: Masters
Overnight Travel:
Vacation Time:


Contact Information:
Contact Name: Ling-Ling Hu Company Type: Employer
Company: RiskVal Financial Solutions LLC
City: New York
State: New York
Zip: 10001

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